ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-035 |
118-058 |
0-022 |
0.1% |
118-113 |
| High |
118-053 |
118-090 |
0-038 |
0.1% |
118-120 |
| Low |
118-018 |
118-018 |
0-000 |
0.0% |
117-313 |
| Close |
118-022 |
118-078 |
0-055 |
0.1% |
118-022 |
| Range |
0-035 |
0-073 |
0-038 |
107.1% |
0-127 |
| ATR |
0-074 |
0-074 |
0-000 |
-0.2% |
0-000 |
| Volume |
2,819 |
3,471 |
652 |
23.1% |
22,312 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-279 |
118-251 |
118-117 |
|
| R3 |
118-207 |
118-178 |
118-097 |
|
| R2 |
118-134 |
118-134 |
118-091 |
|
| R1 |
118-106 |
118-106 |
118-084 |
118-120 |
| PP |
118-062 |
118-062 |
118-062 |
118-069 |
| S1 |
118-033 |
118-033 |
118-071 |
118-048 |
| S2 |
117-309 |
117-309 |
118-064 |
|
| S3 |
117-237 |
117-281 |
118-058 |
|
| S4 |
117-164 |
117-208 |
118-038 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-107 |
119-032 |
118-093 |
|
| R3 |
118-300 |
118-225 |
118-058 |
|
| R2 |
118-172 |
118-172 |
118-046 |
|
| R1 |
118-097 |
118-097 |
118-034 |
118-071 |
| PP |
118-045 |
118-045 |
118-045 |
118-032 |
| S1 |
117-290 |
117-290 |
118-011 |
117-264 |
| S2 |
117-238 |
117-238 |
117-319 |
|
| S3 |
117-110 |
117-163 |
117-307 |
|
| S4 |
116-303 |
117-035 |
117-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-120 |
117-313 |
0-127 |
0.3% |
0-065 |
0.2% |
67% |
False |
False |
4,297 |
| 10 |
118-260 |
117-313 |
0-267 |
0.7% |
0-062 |
0.2% |
32% |
False |
False |
8,321 |
| 20 |
119-093 |
117-313 |
1-100 |
1.1% |
0-073 |
0.2% |
20% |
False |
False |
204,341 |
| 40 |
119-093 |
117-313 |
1-100 |
1.1% |
0-072 |
0.2% |
20% |
False |
False |
455,797 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-074 |
0.2% |
44% |
False |
False |
523,850 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
44% |
False |
False |
571,674 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-075 |
0.2% |
50% |
False |
False |
536,487 |
| 120 |
119-093 |
117-053 |
2-040 |
1.8% |
0-079 |
0.2% |
51% |
False |
False |
447,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-078 |
|
2.618 |
118-280 |
|
1.618 |
118-207 |
|
1.000 |
118-163 |
|
0.618 |
118-135 |
|
HIGH |
118-090 |
|
0.618 |
118-062 |
|
0.500 |
118-054 |
|
0.382 |
118-045 |
|
LOW |
118-018 |
|
0.618 |
117-293 |
|
1.000 |
117-265 |
|
1.618 |
117-220 |
|
2.618 |
117-148 |
|
4.250 |
117-029 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-070 |
118-065 |
| PP |
118-062 |
118-053 |
| S1 |
118-054 |
118-041 |
|